NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 23-Oct-2008
Day Change Summary
Previous Current
22-Oct-2008 23-Oct-2008 Change Change % Previous Week
Open 72.44 71.69 -0.75 -1.0% 84.82
High 72.44 72.29 -0.15 -0.2% 84.82
Low 70.60 71.54 0.94 1.3% 73.74
Close 70.66 71.67 1.01 1.4% 75.78
Range 1.84 0.75 -1.09 -59.2% 11.08
ATR 3.37 3.24 -0.12 -3.7% 0.00
Volume 1,314 730 -584 -44.4% 3,966
Daily Pivots for day following 23-Oct-2008
Classic Woodie Camarilla DeMark
R4 74.08 73.63 72.08
R3 73.33 72.88 71.88
R2 72.58 72.58 71.81
R1 72.13 72.13 71.74 71.98
PP 71.83 71.83 71.83 71.76
S1 71.38 71.38 71.60 71.23
S2 71.08 71.08 71.53
S3 70.33 70.63 71.46
S4 69.58 69.88 71.26
Weekly Pivots for week ending 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 111.35 104.65 81.87
R3 100.27 93.57 78.83
R2 89.19 89.19 77.81
R1 82.49 82.49 76.80 80.30
PP 78.11 78.11 78.11 77.02
S1 71.41 71.41 74.76 69.22
S2 67.03 67.03 73.75
S3 55.95 60.33 72.73
S4 44.87 49.25 69.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.03 70.60 8.43 11.8% 1.14 1.6% 13% False False 1,375
10 84.82 70.60 14.22 19.8% 1.14 1.6% 8% False False 1,004
20 107.20 70.60 36.60 51.1% 0.98 1.4% 3% False False 1,062
40 118.25 70.60 47.65 66.5% 0.76 1.1% 2% False False 686
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 75.48
2.618 74.25
1.618 73.50
1.000 73.04
0.618 72.75
HIGH 72.29
0.618 72.00
0.500 71.92
0.382 71.83
LOW 71.54
0.618 71.08
1.000 70.79
1.618 70.33
2.618 69.58
4.250 68.35
Fisher Pivots for day following 23-Oct-2008
Pivot 1 day 3 day
R1 71.92 73.41
PP 71.83 72.83
S1 71.75 72.25

These figures are updated between 7pm and 10pm EST after a trading day.

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